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Austria (Tirol), Germany (Bavaria), Italy (Südtirol), and Switzerland are all good bets.

For example: Stay in a city like Innsbruck for the "Christmasy" feel. Stay in a valley near Innsbruck for the mountains (and skiing, snowshoeing, etc.)

Be aware that winter is the high season and Christmas is the highest of that high. Bring a thick wallet and a stack of credit cards.

...Wanderer